A random-projection based test of Gaussianity for stationary processes
DOI10.1016/J.CSDA.2014.01.013zbMATH Open1506.62137OpenAlexW1981603099MaRDI QIDQ1623481FDOQ1623481
Authors: Alicia Nieto-Reyes, Juan Antonio Cuesta-Albertos, Fabrice Gamboa 
Publication date: 23 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10902/8035
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Cited In (13)
- Testing that a Gaussian process is stationary
- Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields
- Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data
- A characterization of elliptical distributions and some optimality properties of principal components for functional data
- Testing that a stationary time series is Gaussian
- Un test d'auto-similarité pour les processus gaussiens à accroissements stationnaires
- Spatial extremes and stochastic geometry for Gaussian-based peaks-over-threshold processes
- Matrix-valued isotropic covariance functions with local extrema
- Goodness-of-fit tests for stationary Gaussian processes with tapered data
- Consistency of a numerical approximation to the first principal component projection pursuit estimator
- A test for the independence of two Gaussian processes
- High-dimensional outlier detection using random projections
- The split-SV model
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